-97.5%
AMC vs TROW
+122.4%
-219.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +6.7% |
| 7D | +6.6% | +4.7% | +1.9% | +3.6% |
| 30D | +14.1% | +5.4% | +8.7% | +10.4% |
| 3M | +31.3% | -1.6% | +32.9% | +32.8% |
| 6M | +126.7% | +7.8% | +118.9% | +114.2% |
| YTD | +117.9% | +12.6% | +105.4% | +98.4% |
| 1Y | +41.1% | +13.6% | +27.5% | +27.6% |
| 3Y | -61.0% | +36.6% | -97.5% | -69.9% |
| 5Y | -99.1% | -36.7% | -62.4% | -98.9% |
| 10Y | -98.7% | +136.3% | -235.0% | -99.2% |
| All | -97.5% | +122.4% | -219.9% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling